ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-185 |
121-248 |
0-062 |
0.2% |
121-218 |
| High |
121-315 |
121-255 |
-0-060 |
-0.2% |
122-120 |
| Low |
121-138 |
121-180 |
0-042 |
0.1% |
121-138 |
| Close |
121-310 |
121-182 |
-0-128 |
-0.3% |
121-310 |
| Range |
0-178 |
0-075 |
-0-102 |
-57.7% |
0-302 |
| ATR |
0-149 |
0-147 |
-0-001 |
-0.9% |
0-000 |
| Volume |
18,376 |
12,946 |
-5,430 |
-29.5% |
960,265 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-111 |
122-062 |
121-224 |
|
| R3 |
122-036 |
121-307 |
121-203 |
|
| R2 |
121-281 |
121-281 |
121-196 |
|
| R1 |
121-232 |
121-232 |
121-189 |
121-219 |
| PP |
121-206 |
121-206 |
121-206 |
121-199 |
| S1 |
121-157 |
121-157 |
121-176 |
121-144 |
| S2 |
121-131 |
121-131 |
121-169 |
|
| S3 |
121-056 |
121-082 |
121-162 |
|
| S4 |
120-301 |
121-007 |
121-141 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-243 |
124-099 |
122-156 |
|
| R3 |
123-261 |
123-117 |
122-073 |
|
| R2 |
122-278 |
122-278 |
122-045 |
|
| R1 |
122-134 |
122-134 |
122-018 |
122-206 |
| PP |
121-296 |
121-296 |
121-296 |
122-012 |
| S1 |
121-152 |
121-152 |
121-282 |
121-224 |
| S2 |
120-313 |
120-313 |
121-255 |
|
| S3 |
120-011 |
120-169 |
121-227 |
|
| S4 |
119-028 |
119-187 |
121-144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-120 |
121-138 |
0-302 |
0.8% |
0-162 |
0.4% |
15% |
False |
False |
55,014 |
| 10 |
122-120 |
120-272 |
1-168 |
1.3% |
0-168 |
0.4% |
47% |
False |
False |
976,723 |
| 20 |
122-145 |
120-272 |
1-192 |
1.3% |
0-142 |
0.4% |
45% |
False |
False |
926,705 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-129 |
0.3% |
43% |
False |
False |
1,011,873 |
| 60 |
123-252 |
120-272 |
2-300 |
2.4% |
0-114 |
0.3% |
24% |
False |
False |
981,898 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-103 |
0.3% |
23% |
False |
False |
903,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-254 |
|
2.618 |
122-131 |
|
1.618 |
122-056 |
|
1.000 |
122-010 |
|
0.618 |
121-301 |
|
HIGH |
121-255 |
|
0.618 |
121-226 |
|
0.500 |
121-218 |
|
0.382 |
121-209 |
|
LOW |
121-180 |
|
0.618 |
121-134 |
|
1.000 |
121-105 |
|
1.618 |
121-059 |
|
2.618 |
120-304 |
|
4.250 |
120-181 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-218 |
121-226 |
| PP |
121-206 |
121-212 |
| S1 |
121-194 |
121-197 |
|